+16.5%
BTDR vs UDR
-20.3%
+36.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.1% |
| 7D | -3.2% | -3.4% | +0.2% | -1.4% |
| 30D | +32.7% | -5.4% | +38.1% | +36.3% |
| 3M | -28.4% | -10.0% | -18.4% | -25.3% |
| 6M | +51.7% | -2.5% | +54.3% | +50.7% |
| YTD | +2.9% | -1.1% | +4.0% | +1.8% |
| 1Y | -15.5% | -3.9% | -11.6% | -15.5% |
| 3Y | 0.0% | +3.4% | -3.4% | -1.8% |
| 5Y | +16.5% | -18.9% | +35.3% | +15.2% |
| All | +16.5% | -20.3% | +36.7% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling